+240.0%
ECHO vs AEE
+306.2%
-66.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | +2.4% | -2.3% | +4.6% | +3.2% |
| 3M | -28.0% | +0.2% | -28.2% | -28.3% |
| 6M | -21.2% | -4.7% | -16.5% | -20.4% |
| YTD | -17.4% | +8.1% | -25.5% | -20.3% |
| 1Y | +33.6% | +8.5% | +25.0% | +28.3% |
| 3Y | +419.7% | +48.9% | +370.8% | +342.2% |
| 5Y | +241.7% | +39.9% | +201.8% | +194.5% |
| 10Y | +180.8% | +186.5% | -5.8% | +76.3% |
| All | +240.0% | +306.2% | -66.2% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling